+214.2%
GDX vs VICR
+1,018.8%
-804.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.8% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +18.6% | -13.9% | +32.6% | +20.3% |
| 3M | +14.9% | -38.4% | +53.3% | +19.9% |
| 6M | -6.3% | -7.2% | +1.0% | -7.9% |
| YTD | +15.7% | +72.0% | -56.3% | +5.9% |
| 1Y | +54.8% | +263.3% | -208.5% | +29.4% |
| 3Y | +253.4% | +173.3% | +80.2% | +190.8% |
| 5Y | +219.7% | +47.3% | +172.4% | +166.6% |
| 10Y | +300.2% | +1,495.2% | -1,195.0% | +123.0% |
| All | +214.2% | +1,018.8% | -804.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling